Large Bank Examination Workshop February 2026

Building Blocks of Basel III 1. Raising quality (Tier 1 – 6%, of which TCE - 4.5%), Total Capital (8+2.5% CCB), Improving/enhancing risk coverage on account of counterparty credit risk 2. Supplementing risk-based capital requirement with leverage ratio 3. Addressing systemic risk 4. Reducing pro-cyclicality and introducing countercyclical capital buffers (0-2.5%) 5. Minimum liquidity standards

27

Collateral • Strengthening collateral management and extend margining period of risk to 20 days for OTC derivatives • Increasing incentives for use of Central Clearing Platforms for OTC derivatives

28

14

© Global Financial Markets Institute Inc.